-7.4%
ABT vs UPS
-33.1%
+25.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | -1.3% | +3.8% | -5.1% | -2.1% |
| 30D | +6.0% | +17.4% | -11.3% | +2.4% |
| 3M | -1.9% | +8.2% | -10.1% | -3.6% |
| 6M | +31.2% | +17.9% | +13.2% | +26.0% |
| YTD | -11.2% | +18.7% | -29.9% | -15.3% |
| 1Y | -14.0% | +24.8% | -38.8% | -18.9% |
| 3Y | +20.7% | -4.5% | +25.2% | +18.5% |
| All | -7.4% | -33.1% | +25.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling